1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.ST2020★ 1 cited
On bandwidth selection problems in nonparametric trend estimation under martingale difference errors
Karim Benhenni, Didier Girard, Sana Louhichi
In this paper, we are interested in the problem of smoothing parameter selection in nonparametric curve estimation under dependent errors. We focus on kernel estimation and the cas…
math.ST2009
Asymptotic near-efficiency of the ''Gibbs-energy (GE) and empirical-variance'' estimating functions for fitting Mat{é}rn models -- II: Accounting for measurement errors via ''conditional GE mean''
Didier A. Girard
Consider one realization of a continuous-time Gaussian process which belongs to the Mat\' ern family with known ``regularity'' index . For estimating the autocorrelation-r…